+379.4%
XYL vs BWA
+105.2%
+274.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.4% |
| 7D | -5.9% | +1.7% | -7.6% | -6.6% |
| 30D | -7.3% | -14.6% | +7.3% | -2.3% |
| 3M | -22.5% | -26.2% | +3.7% | -14.1% |
| 6M | -14.4% | -18.4% | +4.0% | -9.7% |
| YTD | -29.4% | +14.7% | -44.1% | -36.4% |
| 1Y | -35.6% | +13.3% | -48.9% | -41.8% |
| 3Y | +0.3% | +64.7% | -64.4% | -24.0% |
| 5Y | -22.3% | +32.2% | -54.5% | -37.6% |
| 10Y | +103.2% | +96.8% | +6.4% | +27.3% |
| All | +379.4% | +105.2% | +274.2% | +186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling